PREVIEW / futures_30min / 2025-03-11
file: by_date/futures_30min/2025/2025-03-11.parquet size: 105 KB rows: 3,663
schema
timestamp TIMESTAMP symbol VARCHAR asset_type VARCHAR open DOUBLE high DOUBLE low DOUBLE close DOUBLE volume DOUBLE
sample rows
| timestamp | symbol | asset_type | open | high | low | close | volume |
|---|---|---|---|---|---|---|---|
| 2025-03-11 00:00:00 | ES | Futures | 5767.47 | 5781.06 | 5763.37 | 5780.8 | 5503.0 |
| 2025-03-11 00:30:00 | ES | Futures | 5780.55 | 5781.31 | 5772.85 | 5774.14 | 2921.0 |
| 2025-03-11 01:00:00 | ES | Futures | 5773.88 | 5779.78 | 5770.55 | 5776.96 | 3856.0 |
| 2025-03-11 01:30:00 | ES | Futures | 5777.21 | 5780.55 | 5769.27 | 5777.47 | 3677.0 |
| 2025-03-11 02:00:00 | ES | Futures | 5777.21 | 5782.85 | 5771.32 | 5778.49 | 7779.0 |
| 2025-03-11 02:30:00 | ES | Futures | 5778.75 | 5782.34 | 5772.6 | 5773.62 | 3674.0 |
| 2025-03-11 03:00:00 | ES | Futures | 5773.62 | 5776.96 | 5769.52 | 5772.09 | 5845.0 |
| 2025-03-11 03:30:00 | ES | Futures | 5772.09 | 5780.29 | 5758.75 | 5777.21 | 9168.0 |
| 2025-03-11 04:00:00 | ES | Futures | 5777.47 | 5787.72 | 5772.85 | 5787.47 | 22120.0 |
| 2025-03-11 04:30:00 | ES | Futures | 5787.21 | 5787.98 | 5781.06 | 5787.98 | 9650.0 |
| 2025-03-11 05:00:00 | ES | Futures | 5787.72 | 5791.06 | 5781.57 | 5789.01 | 20453.0 |
| 2025-03-11 05:30:00 | ES | Futures | 5788.75 | 5789.01 | 5781.57 | 5784.65 | 14620.0 |
| 2025-03-11 06:00:00 | ES | Futures | 5784.65 | 5788.75 | 5775.67 | 5787.21 | 23796.0 |
| 2025-03-11 06:30:00 | ES | Futures | 5787.21 | 5788.75 | 5779.26 | 5783.37 | 8510.0 |
| 2025-03-11 07:00:00 | ES | Futures | 5783.37 | 5785.67 | 5770.03 | 5783.11 | 13897.0 |
| 2025-03-11 07:30:00 | ES | Futures | 5782.85 | 5795.16 | 5782.08 | 5795.16 | 19119.0 |
| 2025-03-11 08:00:00 | ES | Futures | 5794.9 | 5795.93 | 5765.68 | 5777.21 | 29995.0 |
| 2025-03-11 08:30:00 | ES | Futures | 5777.21 | 5777.21 | 5759.52 | 5762.6 | 26947.0 |
| 2025-03-11 09:00:00 | ES | Futures | 5762.6 | 5769.78 | 5750.04 | 5752.34 | 41438.0 |
| 2025-03-11 09:30:00 | ES | Futures | 5752.09 | 5776.19 | 5740.29 | 5756.45 | 196372.0 |
| 2025-03-11 10:00:00 | ES | Futures | 5756.45 | 5779.52 | 5713.12 | 5716.45 | 215257.0 |
| 2025-03-11 10:30:00 | ES | Futures | 5716.45 | 5729.53 | 5696.2 | 5704.66 | 184902.0 |
| 2025-03-11 11:00:00 | ES | Futures | 5704.4 | 5746.7 | 5697.99 | 5728.5 | 164277.0 |
| 2025-03-11 11:30:00 | ES | Futures | 5728.24 | 5757.98 | 5725.17 | 5729.01 | 112582.0 |
| 2025-03-11 12:00:00 | ES | Futures | 5728.76 | 5733.88 | 5703.38 | 5715.43 | 112001.0 |
| 2025-03-11 12:30:00 | ES | Futures | 5715.17 | 5726.19 | 5691.58 | 5699.02 | 107252.0 |
| 2025-03-11 13:00:00 | ES | Futures | 5699.02 | 5699.79 | 5675.17 | 5677.48 | 95631.0 |
| 2025-03-11 13:30:00 | ES | Futures | 5677.23 | 5710.55 | 5675.94 | 5699.02 | 114227.0 |
| 2025-03-11 14:00:00 | ES | Futures | 5699.02 | 5751.32 | 5697.48 | 5742.09 | 141134.0 |
| 2025-03-11 14:30:00 | ES | Futures | 5742.09 | 5787.72 | 5730.3 | 5773.88 | 158330.0 |
| 2025-03-11 15:00:00 | ES | Futures | 5773.88 | 5784.9 | 5743.37 | 5753.88 | 161696.0 |
| 2025-03-11 15:30:00 | ES | Futures | 5753.88 | 5761.57 | 5717.22 | 5717.48 | 221027.0 |
| 2025-03-11 16:00:00 | ES | Futures | 5717.73 | 5732.09 | 5714.91 | 5721.32 | 74194.0 |
| 2025-03-11 16:30:00 | ES | Futures | 5721.32 | 5723.89 | 5714.91 | 5719.02 | 13187.0 |
| 2025-03-11 18:00:00 | ES | Futures | 5722.35 | 5730.04 | 5716.45 | 5726.45 | 6651.0 |
| 2025-03-11 18:30:00 | ES | Futures | 5726.45 | 5737.22 | 5723.89 | 5734.4 | 3814.0 |
| 2025-03-11 19:00:00 | ES | Futures | 5734.14 | 5735.94 | 5727.48 | 5730.04 | 3984.0 |
| 2025-03-11 19:30:00 | ES | Futures | 5730.04 | 5736.19 | 5724.91 | 5736.19 | 3147.0 |
| 2025-03-11 20:00:00 | ES | Futures | 5736.19 | 5741.32 | 5732.09 | 5739.27 | 4786.0 |
| 2025-03-11 20:30:00 | ES | Futures | 5738.76 | 5739.53 | 5728.24 | 5734.91 | 4388.0 |
| 2025-03-11 21:00:00 | ES | Futures | 5734.65 | 5737.47 | 5730.04 | 5731.06 | 3321.0 |
| 2025-03-11 21:30:00 | ES | Futures | 5730.55 | 5738.5 | 5727.99 | 5736.45 | 3818.0 |
| 2025-03-11 22:00:00 | ES | Futures | 5736.45 | 5741.58 | 5735.17 | 5738.76 | 2766.0 |
| 2025-03-11 22:30:00 | ES | Futures | 5738.76 | 5739.27 | 5732.09 | 5733.37 | 2424.0 |
| 2025-03-11 23:00:00 | ES | Futures | 5733.63 | 5735.94 | 5727.48 | 5731.58 | 2772.0 |
| 2025-03-11 23:30:00 | ES | Futures | 5731.58 | 5733.88 | 5727.48 | 5731.32 | 1782.0 |
| 2025-03-11 00:00:00 | NQ | Futures | 20005.87 | 20067.38 | 19982.97 | 20066.09 | 3623.0 |
| 2025-03-11 00:30:00 | NQ | Futures | 20065.58 | 20067.38 | 20032.38 | 20037.53 | 2187.0 |
| 2025-03-11 01:00:00 | NQ | Futures | 20037.53 | 20064.55 | 20017.97 | 20051.42 | 2735.0 |
| 2025-03-11 01:30:00 | NQ | Futures | 20051.68 | 20063.26 | 20017.2 | 20050.14 | 2129.0 |
> showing 50 of 3,663 rows — these rows as CSV